+9,818.1%
STZ vs HRB
+1,628.4%
+8,189.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.1% |
| 7D | -1.9% | -5.7% | +3.7% | -0.8% |
| 30D | -1.9% | +7.9% | -9.8% | -3.7% |
| 3M | -6.2% | +32.1% | -38.4% | -11.9% |
| 6M | -14.0% | +62.2% | -76.3% | -23.4% |
| YTD | -5.1% | +16.4% | -21.5% | -9.9% |
| 1Y | -9.6% | -0.3% | -9.3% | -11.4% |
| 3Y | -47.2% | +36.0% | -83.3% | -52.4% |
| 5Y | -33.6% | +125.2% | -158.8% | -47.5% |
| 10Y | -9.8% | +237.7% | -247.4% | -38.6% |
| All | +9,818.1% | +1,628.4% | +8,189.8% | +4,734.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling